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Multivariate Dependence Modeling Using Pair-Copulas
Multivariate Dependence Modeling Using Pair-Copulas In the copula literature there are many bivariate ... for example, in enterprise risk manage- ment or dynamic financial analysis. 3 1. Introduction Actuaries ...- Authors: Doris Y Schirmacher, Ernesto Schirmacher
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Actuarial Profession>Professional development; Enterprise Risk Management>Financial management; Modeling & Statistical Methods>Stochastic models
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Multivariate Dependence Modeling Using Pair-Copulas
Multivariate Dependence Modeling Using Pair-Copulas Abstract for the 2008 ERM Monograph paper, “Multivariate Dependence Modeling ... for example, in enterprise risk manage- ment or dynamic financial analysis.- Authors: Doris Y Schirmacher, Ernesto Schirmacher
- Date: Apr 2008